Rendering - Save Intermediate
In the performance panel (for either BI or Cycles), there's a Save Buffers option which will save the render to a layered EXR file in your temp directory quite often. I could be mistaken, but I think it's each time it starts a new tile.

On windows, this temp directory is located at C:\Users\[name]\AppData\Local\Temp\ by default, but will use the path specified in User Preferences > File > Temp if set.